An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and ins...
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| Hlavní autoři: | , |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Boston, MA :
Birkhäuser Boston
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2005. |
| Edice: | Modeling and Simulation in Science, Engineering and Technology
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| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An introduction to continuous-time stochastic processes, theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein, Boston, Birkhäuser, 2005, 1 vol. (XI-343 p.), Modeling and simulation in science, engineering and technology, 0-8176-3234-4 • An Introduction to Continuous-Time Stochastic Processes, Texte imprimé, 9780817670375 • An introduction to continuous-time stochastic processes, theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein, Boston, Birkhäuser, 2005, 1 vol. (XI-343 p.), Modeling and simulation in science, engineering and technology, 0-8176-3234-4 |
| Shrnutí: | This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided |
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| Popis jednotky: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9780817644284 |
| ISSN: | 2164-3725 |
| Přístup: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |